Composer · investment strategy
by Composer Technologies · via Composer
A daily, two-sleeve rotation that uses simple “heat” checks on stocks and bonds to flip between bull or bear leveraged ETFs, then picks either the short‑term winner (momentum) or loser (contrarian). Concentrated, fast-moving, with ~10% cash.
Description from Composer
of the return and risk figures:as the source publishes them
What $10,000 would have become, from the strategy's own published history, against the S&P 500 over the same dates. The basis is labelled.
This strategy doesn’t publish a performance history we can chart.
Each rule is quoted word for word from the strategy's own documents.
No rules extracted from this strategy’s text yet.
2 positions as of 2026-10-11
: the platform's backtest holdings, not a client account.
Compares the stated rules with the holdings (or, where none are published, a mix estimated from returns), using tests fixed before any results were seen.
0.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-07-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 98% · 2026-10-11 ()
100.0% of weight in (SPY: 0%)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-11 ()
17 of 20 funds in its are : DRN, DRV, HIBL, HIBS, LABD, LABU, PSQ, SH, SOXL, SRTY, TARK, TECL, TMF, TMV, TQQQ, TYO, URTY
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100%
Strategies that share its Macro signals label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
Composer Technologies · Composer
How much of what we look for this strategy has, and why anything is missing. Fields that don't apply to it aren't counted.
4 missing
The text the rules are quoted from, with where it came from.
Daily steps:<br>- RSI (a quick “heat” score of recent buying vs selling) on SPY. If SPY is very strong, also check long‑bond heat (TMF).<br>- Compare bonds (IEF) vs small‑caps (IWM) to choose risk‑on bulls or risk‑off bears.<br>- In two equal sleeves, buy 1 ETF each: the recent 4‑day winner (momentum) or loser (contrarian). Bulls include TECL/TQQQ (tech), SOXL (semis), LABU (biotech), URTY (small‑caps), DRN (real estate), TMF (bonds). Bears are their inverse (PSQ, SH, SRTY, DRV, TMV, etc). ~10% cash.
A daily, two-sleeve rotation that uses simple “heat” checks on stocks and bonds to flip between bull or bear leveraged ETFs, then picks either the short‑term winner (momentum) or loser (contrarian). Concentrated, fast-moving, with ~10% cash.
Out-of-sample annualized return ~90% vs SPY ~22%, Calmar ~1.55, with strong risk-adjusted upside. A daily two-sleeve rotation uses momentum/mean-reversion and ~10% cash to aim for higher upside vs the S&P 500—accept higher drawdown risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $36.5M | 2026-10-11 | |
| Backtest regulatory fees | $169k | 2026-10-11 | |
| Backtest slippage cost | $1.6M | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, momentum and mean reversion, risk-on/risk-off, tactical rotation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 154 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.88 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "DRN", "DRV", "HIBL", "HIBS", "IEF", "IWM", "LABD", "LABU", "PSQ", "SH", "SOXL", "SPY", "SRTY", "TARK", "TECL", "TMF", "TMV", "TQQQ", "TYO", "URTY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.60 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.72 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.33 | 2026-10-11 |
| Remixes (copies) | 137 | 2026-10-11 | |
| Watchers | 56 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,110 | 2026-10-11 | |
| Out-of-sample length | 685 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 542.81% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 365k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 90.66% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 479.34% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.94% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 15.54% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 4.10% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 149.95% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 149.66% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 11.31% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 27.20% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 17.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 9.30 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.55 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -58.36% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -58.38% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.68 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.19 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.62 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.91 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 81.75% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 80.90% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 144.49 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 137.95 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.40% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.70% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
